Sufficient Conditions for the Existence of Disintegrations

Let be a probability space and a partition of . A necessary and sufficient condition is given for the existence of a -additive and measurable disintegration of P on . It is also shown that P admits a -additive (but not measurable) disintegration on whenever is a standard space and the set (₁, ₂):₁ and ₂ are in the same element of } is coanalytic in ×. Finally, sufficient statistics (in the classical Fisherian sense) are investigated by using -additive disintegrations as conditional probabilities.